ada_grad.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_ADA_GRAD_ADA_GRAD_HPP
#define MLPACK_CORE_OPTIMIZERS_ADA_GRAD_ADA_GRAD_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/optimizers/sgd/sgd.hpp>
#include "ada_grad_update.hpp"

namespace mlpack {
namespace optimization {

class AdaGrad
{
 public:
  AdaGrad(const double stepSize = 0.01,
          const size_t batchSize = 32,
          const double epsilon = 1e-8,
          const size_t maxIterations = 100000,
          const double tolerance = 1e-5,
          const bool shuffle = true);

  template<typename DecomposableFunctionType>
  double Optimize(DecomposableFunctionType& function, arma::mat& iterate)
  {
    return optimizer.Optimize(function, iterate);
  }

  double StepSize() const { return optimizer.StepSize(); }
  double& StepSize() { return optimizer.StepSize(); }

  size_t BatchSize() const { return optimizer.BatchSize(); }
  size_t& BatchSize() { return optimizer.BatchSize(); }

  double Epsilon() const { return optimizer.UpdatePolicy().Epsilon(); }
  double& Epsilon() { return optimizer.UpdatePolicy().Epsilon(); }

  size_t MaxIterations() const { return optimizer.MaxIterations(); }
  size_t& MaxIterations() { return optimizer.MaxIterations(); }

  double Tolerance() const { return optimizer.Tolerance(); }
  double& Tolerance() { return optimizer.Tolerance(); }

  bool Shuffle() const { return optimizer.Shuffle(); }
  bool& Shuffle() { return optimizer.Shuffle(); }

 private:
  SGD<AdaGradUpdate> optimizer;
};

} // namespace optimization
} // namespace mlpack

#endif